Access Statistics for Kajal Lahiri

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 28 1 5 6 156
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 3 5 7 474
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 5 7 7 92
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 44 2 5 6 156
A note on the double k-class estimator in simultaneous equations 0 0 0 13 5 5 13 93
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 3 6 9 177
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 1 1 1 57 2 2 7 248
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 2 5 6 210
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 2 5 6 505
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 1 211 5 9 10 565
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 1 1 8 3 6 9 107
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 2 5 10 393
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 6 9 11 273
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 1 22 0 3 4 202
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 1 3 4 87
Birthweight and Academic Achievement in Childhood 0 0 1 18 7 10 15 92
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 1 4 23 4 15 20 39
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 5 7 11 86
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 0 3 3 79
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 1 2 3 77
Cycles in the Transportation Sector and the Aggregate Economy 0 0 1 258 4 5 11 1,030
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 1 43 4 7 11 108
Determinants of Consumer Sentiment: Evidence from Household Survey Data 1 1 5 111 9 11 20 261
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 2 3 5 292
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 2 3 3 75
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 2 432 2 3 9 1,557
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 1 2 41 4 7 14 159
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 5 8 9 256
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 4 6 6 92
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 0 4 5 72
Examining the Education Gradient in Chronic Illness 0 0 0 18 1 1 3 83
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 1 4 5 58
Forecasting Binary Outcomes 0 0 0 165 6 12 22 319
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 0 0 81 6 10 15 269
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 0 62 6 11 17 247
Getting the ROC into Sync 0 0 0 21 1 5 5 50
Health Inequality and Its Determinants in New York 0 0 1 75 3 7 10 316
Health Inequality and Its Determinants in New York 0 0 0 23 3 3 5 120
Heterogeneous Expectations among Professional Forecasters 1 1 2 5 16 17 23 28
Heterogeneous expectations among professional forecasters 0 0 0 5 3 4 9 16
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 1 62 4 7 10 204
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 2 48 2 8 13 224
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 3 5 5 200
Inefficiency in Social Security Trust Funds Forecasts 0 0 2 12 4 9 13 30
Infant Health and Academic Achievement in Childhood 0 0 0 4 0 1 1 56
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 1 76 1 3 9 241
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 1 56 1 7 9 93
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 4 4 5 174
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 26 7 14 17 126
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 3 4 4 127
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 1 62 2 8 13 227
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 1 2 113 6 9 13 461
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 13 20 21 135
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 14 19 22 50
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 1 18 3 4 6 28
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 3 7 11 198
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 4 10 12 733
Nowcasting US GDP: The role of ISM Business Surveys 0 1 5 168 6 16 25 522
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 1 36 2 4 6 102
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 1 3 45 5 11 19 172
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 3 10 13 25
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 1 4 4 114
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 4 5 5 79
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 2 3 5 63
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 2 7 10 308
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 1 3 5 54
The Nordhaus Test with Many Zeros 0 0 0 11 1 2 6 40
The Nordhaus Test with Many Zeros 0 0 0 7 3 8 10 34
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 5 6 8 99
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 4 6 6 93
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 0 3 6 389
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 2 3 4 110
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 2 4 4 22
Total Working Papers 3 9 44 4,125 258 482 694 15,052


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 5 6 7 785
A Comparison of Alternative Real Rate Estimates 0 0 0 0 0 0 1 53
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 4 6 7 28
A Macroeconometric Model for Developing Countries 0 1 3 95 0 3 11 228
A Note on "Selection of Regressors." 0 0 0 22 4 6 7 66
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 1 3 4 150
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 7 8 10 514
A computational algorithm for multiple equation models with panel data 0 0 0 56 2 2 3 99
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 3 5 9 221
A further analysis of the conference board’s new Leading Economic Index 0 0 0 23 5 5 6 102
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 2 2 3 50
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 5 5 8 333
A new framework for analyzing survey forecasts using three-dimensional panel data 0 1 4 300 2 7 14 705
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 4 5 7 45
A note on a theorem by Professor Chow 0 0 0 8 1 1 1 45
A note on the double k-class estimator in simultaneous equations 0 0 0 26 2 4 5 119
A tale of two recession-derivative indicators 0 0 0 0 1 8 9 15
Advances in Applied Econometrics 0 0 0 1 0 0 1 23
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 1 6 1 1 3 18
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 0 1 71
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 1 3 8 370
An econometric model of wastepaper recycling in the USA 0 0 0 48 3 3 3 133
An econometric study on the dynamics of urban spatial structure 0 0 0 27 3 5 8 112
Analysis of Panel Data 0 0 0 18 2 5 9 89
Are Some Forecasters Really Better than Others? A Note* 0 0 0 5 1 6 8 20
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 3 4 6 34
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 3 4 7 46
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 2 5 6 56
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 1 157 10 14 19 565
Bayesian forecasting in economics 0 0 0 42 1 1 2 94
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 2 2 2 62
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 3 3 6 403
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 1 2 3 16 3 10 17 51
Comment 0 0 0 0 0 1 2 22
Comment 0 0 0 0 3 4 5 5
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 2 3 3 31
Confidence Bands for ROC Curves With Serially Dependent Data 0 1 2 13 3 7 9 64
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 3 4 6 29
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 26 3 7 16 95
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 2 3 3 39
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 0 38 0 2 2 102
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 5 6 9 172
Economic indicators for the US transportation sector 0 1 1 29 3 9 10 182
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 0 1 10 3 8 13 87
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 0 2 4 14
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 2 5 6 14
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 1 94 1 1 3 216
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 0 66 1 3 7 180
Evolution of forecast disagreement in a Bayesian learning model 0 0 0 122 4 8 17 425
Exact sampling distribution of the omitted variable estimator 0 0 0 8 2 4 4 55
Examining the education gradient in chronic illness 0 0 0 1 0 3 5 30
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 2 4 5 53
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 5 6 16 76
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 1 5 8 88
Getting the ROC into Sync 0 0 1 6 0 3 7 22
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 0 0 0 93
How far ahead can we forecast? Evidence from cross-country surveys 1 1 3 111 4 5 11 389
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 1 118 3 6 11 431
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 2 3 4 13
Inefficiency in social security trust funds forecasts 1 1 2 3 2 3 7 13
Inflation expectations in India: Learning from household tendency surveys 1 1 5 41 6 7 18 122
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 1 1 2 155
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 2 143 3 7 10 771
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 5 9 10 289
International propagation of shocks: A dynamic factor model using survey forecasts 0 0 0 4 1 3 5 39
Introduction 0 0 0 5 3 6 6 55
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 1 1 3 98
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 1 1 1 98
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 3 5 6 184
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 0 0 144 0 1 2 286
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 1 5 7 460
Learning and heterogeneity in GDP and inflation forecasts 0 0 2 57 3 3 9 216
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 0 1 5 80
Measuring forecast uncertainty by disagreement: The missing link 0 2 3 132 7 16 28 511
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 3 4 5 38
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 3 5 8 398
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 2 2 4 11
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 1 1 4 68
Multiperiod Predictions in Dynamic Models 0 0 0 9 3 5 8 58
Nowcasting US GDP: The role of ISM business surveys 0 0 2 68 4 9 19 299
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 1 2 3 80
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 2 3 5 486
On the Estimation of Triangular Structural Systems 0 0 1 104 11 12 15 334
On the constancy of real interest rates 0 0 0 12 1 1 2 35
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 1 1 3 68
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 4 6 9 138
On the normality of probability distributions of inflation and GNP forecasts 0 0 0 42 3 6 6 156
Online learning and forecast combination in unbalanced panels 1 1 1 5 5 7 8 40
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 2 2 4 125
Predicting binary outcomes based on the pair-copula construction 0 1 1 2 5 10 12 20
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 3 5 7 55
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 3 5 6 29
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 0 0 24 3 4 4 81
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 1 3 9 9 15 25
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 2 3 3 8
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 1 6 1 3 4 30
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 0 1 1 75
Rational expectations and the short-run Phillips curves 0 0 0 13 2 3 3 44
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 0 5 10 11 16 31
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 0 3 5 66
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 2 16 4 7 15 84
Specification Error Analysis with Stochastic Regressors 0 0 0 14 1 3 4 102
Subjective Probability Forecasts for Recessions 0 0 0 12 0 3 4 58
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 4 7 8 42
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 3 3 4 122
Testing for normality in a probit model with double selection 0 0 0 74 0 4 8 193
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 2 3 4 65
Testing the value of probability forecasts for calibrated combining 0 0 0 3 2 3 4 33
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 1 2 4 149
The Nordhaus test with many zeros 0 0 0 3 3 4 7 39
The effect of smoking on health using a sequential self‐selection model 0 0 1 11 4 11 18 492
The predictive power of an experimental transportation output index 0 0 0 27 1 3 4 177
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 2 3 4 100
The yield spread puzzle and the information content of SPF forecasts 0 0 0 25 4 8 11 112
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 2 2 3 40
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 2 3 4 627
Total Journal Articles 5 13 47 3,921 296 515 808 17,242


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 0 1 2 4 4 6 10
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 8 13 13 15
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 1 5 5 5
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 3 4 5 8
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 2 2 3 3
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 1 1 3 5
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 1 4 6 14
Forecasting Binary Outcomes 0 0 3 93 8 15 27 367
Introduction 0 0 0 0 0 3 3 3
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 2 2 4 16 23 27 31
Total Chapters 0 2 6 103 44 74 98 461


Statistics updated 2026-02-12